SuperDerivatives has released an enhanced version of its online credit derivatives platform, SD-CD.
The new version represents a substantial increase in the level of functionality, price-transparency and analytic power compared to that offered by currently available applications.
In addition, it introduces a unique pricing model for bespoke synthetic tranches, facilitating efficient and transparent hedging and risk management of CDOs.
SD-CD facilitates cross-asset hybrid investment structures with correlated risk management. This capability enables investors to easily formulate, price and risk-manage sophisticated strategies that most effectively exploit the inter-dynamics between a company’s credit rating, stock price and the prices of energy products and commodities that are related to the company’s activity and could affect its credit rating.
“The sub-prime crisis has made it clear that many investors do not have the tools for pricing and risk management of the structured credit instruments. SuperDerivatives is stepping in to fill this gap, improving the transparency and liquidity of credit derivatives as it has done in other asset classes,” says Sasha Rozenberg, product manager for Credit Derivatives, SuperDerivatives.